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Nicolas Nalpas
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
Stochastic Approximation
Kalman Filter
Monte Carlo Simulation
Portfolio Selection
Top Venues
Eur. J. Oper. Res.
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Publications
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Nicolas Nalpas
,
Léopold Simar
,
Anne Vanhems
Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm.
Eur. J. Oper. Res.
263 (1) (2017)